+108.9%
UPST vs BOXX
+18.5%
+90.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.6% |
| 7D | -8.8% | +0.1% | -8.8% | -9.1% |
| 30D | -12.1% | +0.3% | -12.4% | -14.2% |
| 3M | -19.5% | +1.0% | -20.5% | -26.2% |
| 6M | -6.8% | +1.9% | -8.8% | -21.3% |
| YTD | -41.5% | +2.7% | -44.2% | -53.6% |
| 1Y | -58.9% | +4.0% | -62.9% | -70.3% |
| 3Y | -15.2% | +14.7% | -29.8% | -71.5% |
| All | +108.9% | +18.5% | +90.4% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling